This inter conversions takes place due to intermolecular force of attraction.
For ex., take some amount of ice and heat it. As the temperature is raised, the bond between them are broken and the force of attraction between them decreases, making it to liquid. Now further on heating the liquid water, the heat energy raises the kinetic energy of the molecule and it started moving here and there. That is the force of attraction is still reduced and is converted to water vapour.
The reverse process is true, as when the temperature is reduced, the particles are coming closer to each other.
Ice <----> Water <----> Water vapour